The process mentioned in the introduction is known, for example, from U.S. 2003/0126800 A1. According to this process, cold gas spraying is used to deposit particles of a hard material together with particles of a metallic material on the surface of turbine blades or vanes. A proportion of from 15 to 20% of the hard-material particles is embedded in the matrix of the metallic matrix material which forms during the cold gas spraying. On account of their high solidity and low ductility, the hard-material particles remain in an unchanged state in the matrix. This also makes it possible to explain the fact that the incorporation rate of hard materials in proportions of more than 20% is not possible. Specifically, the hard-material particles do not automatically remain adhering to the surface of the substrate to be coated, since the introduction of kinetic energy from the cold gas spraying is not sufficient and the particles are not sufficiently ductile for this purpose. Instead, the hard-material particles are concomitantly incorporated into the matrix of the metallic material which then forms, such that the adhesion is ensured indirectly by the component having the lower solidity or higher ductility.